John H. Cochrane : Citation Profile

Hoover Institution on War Revolution & Peace (82% share)
National Bureau of Economic Research (NBER) (9% share)
Stanford University (2% share)
Cato Institute (3% share)

38

H index

55

i10 index

12427

Citations

RESEARCH PRODUCTION:

52

Articles

71

Papers

1

Books

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   37 years (1988 - 2025). See details.
   Cites by year: 335
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 767.    Total self citations: 53 (0.42 %)

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   Permalink: http://citec.repec.org/pco57
   Updated: 2026-08-08    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John H. Cochrane.

Is cited by:

Zhang, Lu (66)

Bekaert, Geert (65)

Lettau, Martin (64)

Van Nieuwerburgh, Stijn (51)

Lustig, Hanno (50)

Wachter, Jessica (47)

Nagel, Stefan (46)

Swanson, Eric (44)

Schrimpf, Andreas (44)

Campbell, John (43)

Uhlig, Harald (42)

Cites to:

Campbell, John (89)

Shiller, Robert (42)

Hansen, Lars (33)

Fama, Eugene (33)

French, Kenneth (32)

Woodford, Michael (29)

Lucas, Robert (24)

Piazzesi, Monika (24)

Eichenbaum, Martin (18)

Sargent, Thomas (17)

Christiano, Lawrence (17)

Main data

Where John H. Cochrane has published?

Journals with more than one article published# docs
Journal of Political Economy9
Journal of Monetary Economics5
Journal of Finance4
Review of Economic Dynamics3
American Economic Review3
The Review of Financial Studies3
Economic Perspectives3
Journal of Economic Dynamics and Control3
Foundations and Trends(R) in Finance2
Journal of Applied Corporate Finance2
Review2
European Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc51
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA3
Scholarly Articles / Harvard University Department of Economics2
Economics Working Papers / Hoover Institution, Stanford University2

Recent works citing John H. Cochrane (2025 and 2024)

YearTitle of citing document
2025Not all Shocks are Shared Equally: Commodity Exporters and International Risk Sharing. (2025). Luttini, Emiliano ; Mekonnen, Dawit ; Srensen, Bent ; Mercer-Blackman, Valerie. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361019.

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2024Severe Health Shocks and Financial Well-Being. (2024). Roth, Paula ; Molin, Elin ; Majlesi, Kaveh. In: CINCH Working Paper Series (since 2020). RePEc:ajt:wcinch:82497.

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2024Revisiting the determinacy on New Keynesian Models: A survey. (2024). Boix, Alberto F ; Moreiras, Adri'An Segura. In: Papers. RePEc:arx:papers:1712.03681.

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2024Consumption smoothing in the working-class households of interwar Japan. (2024). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2026Utility maximization under endogenous pricing. (2024). Nguyen, Thai ; Stadje, Mitja. In: Papers. RePEc:arx:papers:2005.04312.

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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2024Retirement decision with addictive habit persistence in a jump diffusion market. (2024). Liang, Zongxia ; Guan, Guohui ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2011.10166.

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2024Three Remarks On Asset Pricing. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2024Money Creation and Banking: Theory and Evidence. (2024). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096.

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2025Semiparametric Conditional Factor Models in Asset Pricing. (2025). Roussanov, Nikolai ; Wang, Xiaoliang ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

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2024$\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures. (2024). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2202.07610.

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2025Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943.

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2024Do t-Statistic Hurdles Need to be Raised?. (2024). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

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2025A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

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2024The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2025Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2025High-Throughput Asset Pricing. (2024). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685.

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2024Asset and Factor Risk Budgeting: A Balanced Approach. (2024). Gu, Olivier ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2312.11132.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation. (2024). Liang, Zongxia ; Zhang, Keyu. In: Papers. RePEc:arx:papers:2401.15659.

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2024Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data. (2024). Humbert, Mathias ; Mar, Loic ; David, Dimitri Percia ; Mermoud, Alain. In: Papers. RePEc:arx:papers:2402.04765.

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2024Income Shocks and their Transmission into Consumption. (2024). Theloudis, Alexandros ; Crawley, Edmund. In: Papers. RePEc:arx:papers:2404.12214.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Is the difference between deep hedging and delta hedging a statistical arbitrage?. (2024). Franccois, Pascal ; Gauthier, Genevieve ; Fr'ed'eric Godin, ; Octavio, Carlos. In: Papers. RePEc:arx:papers:2407.14736.

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2024Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty. (2024). Oosterlee, Cornelis W ; Grzelak, Lech A ; Perotti, Leonardo. In: Papers. RePEc:arx:papers:2410.21110.

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2024Discrete approximation of risk-based prices under volatility uncertainty. (2024). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Papers. RePEc:arx:papers:2411.00713.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2026Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678.

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2025The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution. (2025). Di Bartolomeo, Giovanni ; Cantore, Cristiano ; Gaudio, Francesco Saverio. In: Papers. RePEc:arx:papers:2503.00142.

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2025Market-Based Portfolio Selection. (2025). Olkhov, Victor. In: Papers. RePEc:arx:papers:2504.07929.

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2025On monotone completion of risk markets: Limit results for incomplete risk markets. (2025). Zakeri, Golbon ; Ralph, Danny ; Pritchard, Geoffrey ; Khajepour, Iman. In: Papers. RePEc:arx:papers:2504.18436.

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2025Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2504.18958.

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2025Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2026How weak are weak factors? Uniform inference for signal strength in signal plus noise models. (2025). Sodin, Sasha ; Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2507.18554.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Adaptive Weighted Genetic Algorithm-Optimized SVR for Robust Long-Term Forecasting of Global Stock Indices for investment decisions. (2025). Beniwal, Mohit. In: Papers. RePEc:arx:papers:2512.15113.

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2026Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2025The Aligned Economic Index & The State Switching Model. (2025). Aarab, Ilias. In: Papers. RePEc:arx:papers:2512.20460.

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2025Switching between states and the COVID-19 turbulence. (2025). Aarab, Ilias. In: Papers. RePEc:arx:papers:2512.20477.

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2026Feasibility-First Satellite Integration in Robust Portfolio Architectures. (2026). Garrone, Roberto. In: Papers. RePEc:arx:papers:2601.08721.

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2026A Unified Framework for Equilibrium Selection in DSGE Models. (2026). Okano, Mitsuhiro. In: Papers. RePEc:arx:papers:2601.19329.

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2026Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results. (2026). Levy, Daniel ; Dezhbakhsh, Hashem. In: Papers. RePEc:arx:papers:2602.11334.

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2026Exact Value Solution to the Equity Premium Puzzle. (2026). Aras, Atilla. In: Papers. RePEc:arx:papers:2602.11687.

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2026Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856.

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2026Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case. (2026). Schutz, Tim Niclas ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2603.02820.

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2026Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI. (2026). Fan, Zheqi ; Huang, Allen Yikuan. In: Papers. RePEc:arx:papers:2603.14288.

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2026Short-horizon Duesenberry Equilibrium. (2026). Londono, Jaime Alberto. In: Papers. RePEc:arx:papers:2603.16108.

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2026The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430.

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2026The Virtue of Sparsity in Complexity. (2026). Li, Jonathan Yu-Meng ; Afsharhajari, Nima. In: Papers. RePEc:arx:papers:2604.17166.

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2026QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance. (2026). Sury, Michael ; Muthuraman, Kumar ; Lim, Terence. In: Papers. RePEc:arx:papers:2604.18500.

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2026Realized Regularized Regressions. (2026). Yu, Shifan ; Kolokolov, Aleksey. In: Papers. RePEc:arx:papers:2604.23023.

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2026Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction. (2026). Ihlamur, Yigit ; Alican, Fuat ; Koyluoglu, Hasan Ugur ; Liang, Yunqi. In: Papers. RePEc:arx:papers:2604.23087.

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2026General-Purpose Technology and Speculative Bubble Detection. (2026). Zhang, Zhengjun ; Li, Yuexin ; Huang, Difang ; Chen, LI. In: Papers. RePEc:arx:papers:2604.25826.

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2026Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels. (2026). Kay, Chen ; Chen, Zhang. In: Papers. RePEc:arx:papers:2605.27658.

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2026An Irrelevance Theorem for Risk Aversion and Time-Varying Risk. (2026). Palomino, Francisco ; Chen, Andrew. In: Papers. RePEc:arx:papers:2606.05554.

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2026A Spectral Generalisation of the Variance Ratio: Eigenstructure of Long-Horizon Portfolio Covariance and a Multi-Memory Factor Model of U.S. Equity Returns. (2026). Froseth, Anders G. In: Papers. RePEc:arx:papers:2607.03858.

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2026Selection of Efficient Monetary Equilibria Through Aggregate Real Savings-Based Taylor Rule. (2026). Braga, Leandro Lyra. In: Papers. RePEc:arx:papers:2607.06599.

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2026The Joneses Visit an Economics Lab. (2026). Weidenholzer, Elke ; Ghiglino, Christian ; Friedman, Daniel ; Freer, Mikhail. In: Papers. RePEc:arx:papers:2607.07353.

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2024Consumption Smoothing, Commodity Markets, and Informal Transfers. (2024). Barrett, Christopher ; Negi, Digvijay S. In: Working Papers. RePEc:ash:wpaper:116.

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2025Public Debt and the Euro: Rules and Economic Policies. (2025). Giorgetti, Giancarlo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25256.

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2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

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2026Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility. (2026). Massimo, Serena Ionta. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26262.

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2024The Role of Long-Term Contracting in Business Lending. (2024). Tian, Phoebe. In: Staff Working Papers. RePEc:bca:bocawp:24-2.

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2025Assessing the Relationship between Price-Earnings (P/E) Ratio and the Financial Viability of Commercial Banks: Empirical Evidence from Bangladesh. (2025). Mondal, Tandra. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2003-2018.

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2024Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025The Systematic Origins of Monetary Policy Shocks. (2025). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:1021.

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2026Projecting the Interests of a Dynamic Debt Portfolio: a Financial Model. (2026). Gueuder, Maxime ; Ray, Sbastien. In: Working papers. RePEc:bfr:banfra:1033.

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2024Identification of Systematic Monetary Policy. (2024). Meier, Matthias ; Istrefi, Klodiana ; Hack, Lukas. In: Working papers. RePEc:bfr:banfra:973.

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2025Household Beliefs about Fiscal Dominance. (2025). Schmidt, Tobias ; Moench, Emanuel ; Mengus, Eric ; Gautier, Erwan ; Andrade, Philippe ; Maonch, Emanuel. In: Working papers. RePEc:bfr:banfra:986.

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2025Discrete approximation of risk-based prices under volatility uncertainty. (2025). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:742.

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2024House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212.

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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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2026Financial and real effects of fiscal risk. (2026). Gorea, Denis ; Zampolli, Fabrizio ; Ng, Ding Xuan. In: BIS Working Papers. RePEc:bis:biswps:1364.

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2026Public debt and monetary policy transmission: evidence from advanced and emerging Europe. (2026). Mehrotra, Aaron ; Zampolli, Fabrizio ; Johns, Christopher. In: BIS Working Papers. RePEc:bis:biswps:1365.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024Deep habits and financing of government expenditure growth. (2024). Andreyev, Mikhail. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps134.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024The effect of experience and environment in private tutoring on human capital investment. (2024). Kim, Minsun ; Ihm, Jungjoon ; Lee, Jaeram. In: Asian Economic Journal. RePEc:bla:asiaec:v:38:y:2024:i:4:p:456-476.

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2024How does economic policy uncertainty respond to permanent and transitory shocks?. (2024). Funashima, Yoshito. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:267-282.

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2025Dynamic Efficiency Redux: Evidence from China. (2025). Sun, Haoning ; Dong, Feng ; Wang, Siqing ; Li, Jinpu. In: China & World Economy. RePEc:bla:chinae:v:33:y:2025:i:5:p:196-222.

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2024Inflation targeting, output stabilization, and real indeterminacy in monetary models with an interest rate rule. (2024). Platonov, Konstantin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1467-1493.

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2025Measuring the U.S. monetary noise shocks. (2025). Lai, Chingchong ; Wu, Yihua. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:1:p:98-124.

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2026Spotting the Predictive Dynamics of Cyclically‐Adjusted Financial Ratios in the US Stock Market. (2026). Fassas, Athanasios ; Georgiou, Catherine. In: Economic Notes. RePEc:bla:ecnote:v:55:y:2026:i:1:n:e70018.

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2024The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390.

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2025Predicting the equity premium with a high‐threshold risk level and the price of risk. (2025). Stivers, Chris ; Bansal, Naresh. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:1:p:123-145.

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2025Probability weighting and equity premium prediction: Investing with optimism. (2025). Schneider, Mark ; Ghazi, Soroush ; Azimi, Mehran. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:455-491.

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2025Intrinsic Value, Transaction Price Movement, and Cointegration. (2025). Zhang, Qianying ; Wu, Zhongua ; Jiang, Xiaoquan ; Hardin, William G. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:4:p:741-760.

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More than 100 citations found, this list is not complete...

John H. Cochrane has edited the books:

YearTitleTypeCited

Works by John H. Cochrane:

YearTitleTypeCited
1989The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. In: American Economic Review.
[Full Text][Citation analysis]		article138
1988The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		paper
2002The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review.
[Full Text][Citation analysis]		article339
2002The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers.
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2005Bond Risk Premia In: American Economic Review.
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2002Bond Risk Premia.(2002) In: NBER Working Papers.
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2013Finance: Function Matters, Not Size In: Journal of Economic Perspectives.
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2013Finance: Function Matters, not Size..(2013) In: NBER Working Papers.
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1989The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates. In: Journal of Business & Economic Statistics.
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2011HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs.
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2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
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2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
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2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
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1991 Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance.
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2000Explaining the Poor Performance of Consumption‐based Asset Pricing Models In: Journal of Finance.
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2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
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1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
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2011Presidential Address: Discount Rates In: Journal of Finance.
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2014A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance.
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2013A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers.
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2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! In: University of California at Los Angeles, Anderson Graduate School of Management.
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2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: Working Papers.
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2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: NBER Working Papers.
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2004Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management.
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2008Two Trees.(2008) In: The Review of Financial Studies.
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2000The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management.
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2005The risk and return of venture capital.(2005) In: Journal of Financial Economics.
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2001The Risk and Return of Venture Capital.(2001) In: NBER Working Papers.
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2003Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive.
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1997Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives.
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1998Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers.
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2001Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica.
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1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: NBER Working Papers.
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1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: CRSP working papers.
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1994Shocks In: Carnegie-Rochester Conference Series on Public Policy.
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1994Shocks.(1994) In: NBER Working Papers.
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1988Multivariate estimates of the permanent components of GNP and stock prices In: Journal of Economic Dynamics and Control.
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1991A critique of the application of unit root tests In: Journal of Economic Dynamics and Control.
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2014Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control.
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1991The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? In: European Economic Review.
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2011Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review.
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2010Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers.
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1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
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1991Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers.
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1998What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics.
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1995What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers.
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2005Money as stock In: Journal of Monetary Economics.
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2006International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics.
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2009Can learnability save new-Keynesian models? In: Journal of Monetary Economics.
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2009Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers.
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1999New facts in finance In: Economic Perspectives.
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1999New Facts in Finance.(1999) In: NBER Working Papers.
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1999New Facts in Finance.(1999) In: CRSP working papers.
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1999Portfolio advice of a multifactor world In: Economic Perspectives.
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1999Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers.
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1999Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers.
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2020Strategic Review and Beyond: Rethinking Monetary Policy and Independence In: Review.
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2007Commentary on \\Macroeconomic implications of changes in the term premium\\ In: Review.
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1999By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles.
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1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers.
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1999Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy.
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1994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers.
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1990Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics. In: Pennsylvania State - Department of Economics.
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1991Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang. In: Pennsylvania State - Department of Economics.
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1991Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies.
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2015Conclusions and Solutions In: Book Chapters.
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2012Restoring Sound Economic Policy - Three Views In: Book Chapters.
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2014Toward a Run-free Financial System In: Book Chapters.
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2015A New Structure for U.S. Federal Debt In: Economics Working Papers.
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2016The Habit Habit In: Economics Working Papers.
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1992Asset Pricing Explorations for Macroeconomics In: NBER Chapters.
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1992Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers.
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1999A Frictionless View of US Inflation In: NBER Chapters.
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1998A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers.
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1998A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers.
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2017Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters.
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2009Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters.
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2003Two Trees: Asset Price Dynamics Induced by Market Clearing In: NBER Working Papers.
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2004Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers.
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2005Financial Markets and the Real Economy In: NBER Working Papers.
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2005Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance.
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2006The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers.
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2008The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: The Review of Financial Studies.
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2007Determinacy and Identification with Taylor Rules In: NBER Working Papers.
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2007Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers.
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2011Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy.
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2011Discount Rates In: NBER Working Papers.
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2012Continuous-Time Linear Models In: NBER Working Papers.
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2012Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance.
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2013The New-Keynesian Liquidity Trap In: NBER Working Papers.
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2016Macro-Finance In: NBER Working Papers.
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2017Macro-Finance.(2017) In: Review of Finance.
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2016Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers.
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2019The Fiscal Roots of Inflation In: NBER Working Papers.
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2022The fiscal root of inflation.(2022) In: Review of Economic Dynamics.
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2019The Value of Government Debt In: NBER Working Papers.
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1988A Test of Consumption Insurance In: NBER Working Papers.
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2019Rethinking Production Under Uncertainty In: NBER Working Papers.
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2020A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt In: NBER Working Papers.
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2022A fiscal theory of monetary policy with partially repaid long-term debt.(2022) In: Review of Economic Dynamics.
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1988Production Based Asset Pricing In: NBER Working Papers.
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2021Portfolios for Long-Term Investors In: NBER Working Papers.
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2022Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits In: NBER Working Papers.
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2022Fiscal Histories In: NBER Working Papers.
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2022Expectations and the Neutrality of Interest Rates In: NBER Working Papers.
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2024Expectations and the Neutrality of Interest Rates.(2024) In: Review of Economic Dynamics.
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1989Explaining the Variance of Price Dividend Ratios In: NBER Working Papers.
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1992Explaining the Variance of Price-Dividend Ratios..(1992) In: The Review of Financial Studies.
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1989Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle In: NBER Working Papers.
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2025Inflation Dynamics with a Generalized Lucas Phillips Curve In: NBER Working Papers.
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2025Monetary-Fiscal Interactions In: NBER Working Papers.
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1990Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods In: NBER Working Papers.
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1992A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers.
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1996Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers.
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2000Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy.
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1998Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers.
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2000Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers.
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2001A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers.
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2002Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers.
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1994Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics.
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2010Introduction In: Introductory Chapters.
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2006Prediction and impulse responses in linear systems (in Russian) In: Quantile.
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2009Decomposing the Yield Curve In: 2009 Meeting Papers.
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2014Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies.
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2015The Fragile Benefits of Endowment Destruction In: Journal of Political Economy.
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1995Time-Consistent Health Insurance. In: Journal of Political Economy.
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1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy.
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2001Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias In: Journal of Political Economy.
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1988How Big Is the Random Walk in GNP? In: Journal of Political Economy.
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